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NetApp Inc NTAP

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T21:02:49.772Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:53:00.05438146Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T21:02:49.098910+00:00

Share price$214.80
1D+0.3%
AH$210$212$214$216$2185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTAP
Sold putSold callAH

NetApp Inc options

Live interpolated NTAP call and put midpoint premiums by absolute delta.NetApp Inc$0.33$4.33$8.33$12.33$16.32$197.62$206.12$214.62$223.11$231.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $214.80OPTION PRICELive NTAP spot · $214.80NTAP PRICE$1.65$1.28$1.60$2.12$2.63$3.14$3.66$4.17$4.69$5.20$5.71$7.88$15.17$0.77$1.09$1.54$1.98$2.43$2.87$3.31$3.76$4.20$4.65$5.09$5.54$6.51
PutsCheap0.45×
CallsCheap0.72×
SkewBullish-31.14 pp
Implied moveBullish±$6.97
TiltBullish14.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ254.06235.4%19.0%208.6562.1%3.2%
25Δ225.9698.1%5.8%210.4857.9%2.5%
30Δ219.1769.1%2.8%211.3657.7%2.3%
35Δ218.1369.2%2.5%212.2457.4%2.1%
40Δ217.0869.3%2.3%213.1257.2%1.9%
45Δ216.0369.5%2.0%214.0056.9%1.7%
50Δ214.9869.6%1.8%214.8856.7%1.5%
55Δ213.9469.7%1.5%215.7656.4%1.3%
60Δ212.8969.8%1.3%216.6456.2%1.1%
65Δ211.8470.0%1.0%217.5255.9%0.9%
70Δ210.7970.1%0.8%218.4055.7%0.7%
75Δ208.1777.9%0.6%219.2855.4%0.5%
80Δ200.66109.6%0.5%220.6457.1%0.3%

20Δ

Calls
Pseudo strike
254.06
IV
235.4%
B/E move
19.0%
Puts
Pseudo strike
208.65
IV
62.1%
B/E move
3.2%

25Δ

Calls
Pseudo strike
225.96
IV
98.1%
B/E move
5.8%
Puts
Pseudo strike
210.48
IV
57.9%
B/E move
2.5%

30Δ

Calls
Pseudo strike
219.17
IV
69.1%
B/E move
2.8%
Puts
Pseudo strike
211.36
IV
57.7%
B/E move
2.3%

35Δ

Calls
Pseudo strike
218.13
IV
69.2%
B/E move
2.5%
Puts
Pseudo strike
212.24
IV
57.4%
B/E move
2.1%

40Δ

Calls
Pseudo strike
217.08
IV
69.3%
B/E move
2.3%
Puts
Pseudo strike
213.12
IV
57.2%
B/E move
1.9%

45Δ

Calls
Pseudo strike
216.03
IV
69.5%
B/E move
2.0%
Puts
Pseudo strike
214.00
IV
56.9%
B/E move
1.7%

50Δ

Calls
Pseudo strike
214.98
IV
69.6%
B/E move
1.8%
Puts
Pseudo strike
214.88
IV
56.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
213.94
IV
69.7%
B/E move
1.5%
Puts
Pseudo strike
215.76
IV
56.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
212.89
IV
69.8%
B/E move
1.3%
Puts
Pseudo strike
216.64
IV
56.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
211.84
IV
70.0%
B/E move
1.0%
Puts
Pseudo strike
217.52
IV
55.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
210.79
IV
70.1%
B/E move
0.8%
Puts
Pseudo strike
218.40
IV
55.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
208.17
IV
77.9%
B/E move
0.6%
Puts
Pseudo strike
219.28
IV
55.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
200.66
IV
109.6%
B/E move
0.5%
Puts
Pseudo strike
220.64
IV
57.1%
B/E move
0.3%